Pandas Profiling Report

Dataset statistics

Number of variables	24
Number of observations	8387
Missing cells	0
Missing cells (%)	0.0%
Duplicate rows	0
Duplicate rows (%)	0.0%
Total size in memory	1.5 MiB
Average record size in memory	192.0 B

Variable types

NUM	23
DATE	1

Warnings

`High` is highly correlated with `Open` and 5 other fields	High correlation
`Open` is highly correlated with `High` and 5 other fields	High correlation
`Low` is highly correlated with `Open` and 5 other fields	High correlation
`Close` is highly correlated with `Open` and 5 other fields	High correlation
`ma_20` is highly correlated with `Open` and 5 other fields	High correlation
`Upper` is highly correlated with `Open` and 5 other fields	High correlation
`Lower` is highly correlated with `Open` and 5 other fields	High correlation
`dayofweek` has 1679 (20.0%) zeros	Zeros

Reproduction

Analysis started	2020-09-07 11:48:56.538571
Analysis finished	2020-09-07 11:50:02.272800
Duration	1 minute and 5.73 seconds
Software version	pandas-profiling v2.9.0
Download configuration	config.yaml

Date
Date

Distinct	354
Distinct (%)	4.2%
Missing	0
Missing (%)	0.0%
Memory size	65.5 KiB

Minimum	2018-09-11 00:00:00
Maximum	2020-01-17 00:00:00

Histogram

Histogram with fixed size bins (bins=50)

Open
Real number (ℝ)

HIGH CORRELATION

Distinct	676
Distinct (%)	8.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	-1.409733054e-15
Minimum	-2.153796501
Maximum	3.146575
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-2.153796501
5-th percentile	-1.42629453
Q1	-0.7565308112
median	-0.09254091736
Q3	0.6696040043
95-th percentile	1.847464338
Maximum	3.146575
Range	5.300371501
Interquartile range (IQR)	1.426134816

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	-7.093964482e+14
Kurtosis	0.04742061262
Mean	-1.409733054e-15
Median Absolute Deviation (MAD)	0.7217281455
Skewness	0.488550896
Sum	-1.182343112e-11
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.6696040043	40	0.5%
0.658056354	40	0.5%
-0.2311127213	40	0.5%
-0.2888509729	39	0.5%
-0.2080174206	39	0.5%
-0.2657556723	39	0.5%
-0.9470670417	35	0.4%
-0.6872449093	34	0.4%
-0.9874838178	33	0.4%
-0.993257643	33	0.4%
Other values (666)	8015	95.6%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-2.153796501	1	< 0.1%
-2.136475025	1	< 0.1%
-2.11915355	1	< 0.1%
-2.113379725	2	< 0.1%
-2.1076059	1	< 0.1%

Value	Count	Frequency (%)
3.146575	1	< 0.1%
3.100384398	1	< 0.1%
3.088836748	1	< 0.1%
3.077289098	2	< 0.1%
3.065741447	1	< 0.1%

High
Real number (ℝ)

HIGH CORRELATION

Distinct	676
Distinct (%)	8.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	1.538506746e-15
Minimum	-2.130511098
Maximum	3.189822406
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-2.130511098
5-th percentile	-1.438810101
Q1	-0.7557553658
median	-0.09575733102
Q3	0.6651137659
95-th percentile	1.835241286
Maximum	3.189822406
Range	5.320333503
Interquartile range (IQR)	1.420869132

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	6.50019653e+14
Kurtosis	0.04486683442
Mean	1.538506746e-15
Median Absolute Deviation (MAD)	0.7205218721
Skewness	0.4906018492
Sum	1.290345608e-11
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
-0.2283333555	39	0.5%
-0.2917392802	39	0.5%
0.6478212409	38	0.5%
-0.2629184053	37	0.4%
0.6766421158	36	0.4%
-0.9949686274	36	0.4%
0.4921885166	35	0.4%
0.636292891	35	0.4%
0.6651137659	35	0.4%
-1.006496977	34	0.4%
Other values (666)	8023	95.7%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-2.130511098	1	< 0.1%
-2.124746923	2	< 0.1%
-2.107454398	1	< 0.1%
-2.101690223	1	< 0.1%
-2.095926048	2	< 0.1%

Value	Count	Frequency (%)
3.189822406	1	< 0.1%
3.109123956	2	< 0.1%
3.091831431	1	< 0.1%
3.086067256	1	< 0.1%
3.080303081	1	< 0.1%

Low
Real number (ℝ)

HIGH CORRELATION

Distinct	664
Distinct (%)	7.9%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	8.77016621e-15
Minimum	-2.132278094
Maximum	3.080963296
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-2.132278094
5-th percentile	-1.437179242
Q1	-0.7594578616
median	-0.09332146177
Q3	0.6712872755
95-th percentile	1.858747814
Maximum	3.080963296
Range	5.21324139
Interquartile range (IQR)	1.430745137

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	1.140297227e+14
Kurtosis	0.05442970419
Mean	8.77016621e-15
Median Absolute Deviation (MAD)	0.7240613042
Skewness	0.4868630383
Sum	7.355538401e-11
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
-0.6609855243	48	0.6%
-0.20337878	43	0.5%
0.6712872755	42	0.5%
-0.243926213	39	0.5%
-0.1975862896	38	0.5%
0.6828722563	36	0.4%
-0.2670961748	36	0.4%
0.6886647468	35	0.4%
-0.9216475938	35	0.4%
0.7118347085	35	0.4%
Other values (654)	8000	95.4%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-2.132278094	2	< 0.1%
-2.114900623	1	< 0.1%
-2.103315642	2	< 0.1%
-2.097523152	3	< 0.1%
-2.091730661	2	< 0.1%

Value	Count	Frequency (%)
3.080963296	1	< 0.1%
3.075170805	1	< 0.1%
3.063585825	3	< 0.1%
3.057793334	8	0.1%
3.052000844	3	< 0.1%

Close
Real number (ℝ)

HIGH CORRELATION

Distinct	672
Distinct (%)	8.0%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	1.585949686e-15
Minimum	-2.154256316
Maximum	3.147777207
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-2.154256316
5-th percentile	-1.438077496
Q1	-0.7565524895
median	-0.09235439037
Q3	0.6584782435
95-th percentile	1.836707915
Maximum	3.147777207
Range	5.302033522
Interquartile range (IQR)	1.415030733

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	6.305746207e+14
Kurtosis	0.04662891319
Mean	1.585949686e-15
Median Absolute Deviation (MAD)	0.7219544556
Skewness	0.4880654274
Sum	1.330136001e-11
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
-0.2309696458	42	0.5%
0.6584782435	41	0.5%
-0.2078671033	41	0.5%
-0.2887260023	41	0.5%
-0.9355971945	37	0.4%
-0.5832834202	36	0.4%
0.3177157404	35	0.4%
-1.022231729	34	0.4%
-0.2656234597	34	0.4%
0.6700295148	33	0.4%
Other values (662)	8013	95.5%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-2.154256316	1	< 0.1%
-2.125378137	1	< 0.1%
-2.119602502	2	< 0.1%
-2.10805123	2	< 0.1%
-2.102275595	1	< 0.1%

Value	Count	Frequency (%)
3.147777207	1	< 0.1%
3.101572121	1	< 0.1%
3.09002085	1	< 0.1%
3.078469579	2	< 0.1%
3.066918307	1	< 0.1%

ret
Real number (ℝ)

Distinct	4964
Distinct (%)	59.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	-6.777562759e-18
Minimum	-10.44826283
Maximum	11.38529523
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-10.44826283
5-th percentile	-1.480012176
Q1	-0.4819865235
median	0.004128539291
Q3	0.4839262741
95-th percentile	1.463947445
Maximum	11.38529523
Range	21.83355806
Interquartile range (IQR)	0.9659127976

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	-1.475544612e+17
Kurtosis	11.75671849
Mean	-6.777562759e-18
Median Absolute Deviation (MAD)	0.4844141703
Skewness	0.2193603867
Sum	-5.684341886e-14
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.004128539291	895	10.7%
0.1276634459	8	0.1%
-0.2440707613	8	0.1%
0.1261392645	7	0.1%
-0.1192412432	7	0.1%
-0.2393350497	7	0.1%
0.1290343223	6	0.1%
-0.2417128349	6	0.1%
0.1275203128	6	0.1%
-0.2443826255	6	0.1%
Other values (4954)	7431	88.6%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-10.44826283	1	< 0.1%
-7.502321249	1	< 0.1%
-7.431317633	1	< 0.1%
-7.151654452	1	< 0.1%
-6.840101715	1	< 0.1%

Value	Count	Frequency (%)
11.38529523	1	< 0.1%
9.99755876	1	< 0.1%
8.48879838	1	< 0.1%
7.730980863	1	< 0.1%
7.007916636	1	< 0.1%

ma_8
Real number (ℝ)

Distinct	8282
Distinct (%)	98.7%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	2.117988362e-18
Minimum	-5.76764815
Maximum	5.715658449
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-5.76764815
5-th percentile	-1.677682937
Q1	-0.5188040469
median	0.0121924344
Q3	0.5120333497
95-th percentile	1.657711289
Maximum	5.715658449
Range	11.4833066
Interquartile range (IQR)	1.030837397

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	4.721742759e+17
Kurtosis	2.273126321
Mean	2.117988362e-18
Median Absolute Deviation (MAD)	0.5062983162
Skewness	-0.004268779269
Sum	1.776356839e-14
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
-0.4722370937	3	< 0.1%
0.3313435706	3	< 0.1%
0.05671415601	3	< 0.1%
0.3717532113	3	< 0.1%
0.05692182324	3	< 0.1%
0.2721031542	2	< 0.1%
0.6309675705	2	< 0.1%
1.896735925	2	< 0.1%
0.2375064773	2	< 0.1%
-0.4034572504	2	< 0.1%
Other values (8272)	8362	99.7%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-5.76764815	1	< 0.1%
-5.629932856	1	< 0.1%
-5.454024873	1	< 0.1%
-5.188484693	1	< 0.1%
-4.695816592	1	< 0.1%

Value	Count	Frequency (%)
5.715658449	1	< 0.1%
4.703443406	1	< 0.1%
4.472635377	1	< 0.1%
4.431233581	1	< 0.1%
4.365151791	1	< 0.1%

sd_8
Real number (ℝ)

Distinct	8283
Distinct (%)	98.8%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	-2.507698221e-16
Minimum	-1.4686297
Maximum	8.937716344
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-1.4686297
5-th percentile	-1.03907792
Q1	-0.6730142976
median	-0.2639296881
Q3	0.3911023256
95-th percentile	1.902097371
Maximum	8.937716344
Range	10.40634604
Interquartile range (IQR)	1.064116623

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	-3.987958412e+15
Kurtosis	8.014245414
Mean	-2.507698221e-16
Median Absolute Deviation (MAD)	0.4846094203
Skewness	2.110383258
Sum	-2.103206498e-12
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
-0.5110483766	3	< 0.1%
-1.050890228	3	< 0.1%
-1.444055173	3	< 0.1%
-0.5162578724	3	< 0.1%
-1.13303388	3	< 0.1%
-0.02922460437	2	< 0.1%
-0.7969745932	2	< 0.1%
-0.9902262739	2	< 0.1%
0.3573864847	2	< 0.1%
-0.2625282227	2	< 0.1%
Other values (8273)	8362	99.7%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-1.4686297	1	< 0.1%
-1.444055173	3	< 0.1%
-1.398996735	1	< 0.1%
-1.381043005	1	< 0.1%
-1.381037015	1	< 0.1%

Value	Count	Frequency (%)
8.937716344	1	< 0.1%
8.928097174	1	< 0.1%
8.892047191	1	< 0.1%
8.883035078	1	< 0.1%
8.191964399	1	< 0.1%

ma_40
Real number (ℝ)

Distinct	8278
Distinct (%)	98.7%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	-1.609671155e-17
Minimum	-3.32724308
Maximum	3.459528645
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-3.32724308
5-th percentile	-1.584397282
Q1	-0.6982963922
median	-0.0339291794
Q3	0.6375402412
95-th percentile	1.735802112
Maximum	3.459528645
Range	6.786771725
Interquartile range (IQR)	1.335836633

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	-6.21281942e+16
Kurtosis	-0.06995104405
Mean	-1.609671155e-17
Median Absolute Deviation (MAD)	0.6686436464
Skewness	0.1498037143
Sum	-1.350031198e-13
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
-0.01498620705	4	< 0.1%
0.6070284943	3	< 0.1%
-1.064078571	3	< 0.1%
-0.6992337937	3	< 0.1%
-0.2802659965	2	< 0.1%
-1.01896229	2	< 0.1%
-1.014733384	2	< 0.1%
-0.0979070035	2	< 0.1%
-0.3914795033	2	< 0.1%
-0.6062527351	2	< 0.1%
Other values (8268)	8362	99.7%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-3.32724308	1	< 0.1%
-3.290312493	1	< 0.1%
-3.054595474	1	< 0.1%
-2.976063356	1	< 0.1%
-2.906412807	1	< 0.1%

Value	Count	Frequency (%)
3.459528645	1	< 0.1%
3.248644838	1	< 0.1%
3.21477805	1	< 0.1%
3.127600919	1	< 0.1%
3.087068601	1	< 0.1%

sd_40
Real number (ℝ)

Distinct	8278
Distinct (%)	98.7%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0
Minimum	-2.03682826
Maximum	4.921176182
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-2.03682826
5-th percentile	-1.298651668
Q1	-0.7553673781
median	-0.1249067184
Q3	0.5663517195
95-th percentile	1.85948978
Maximum	4.921176182
Range	6.958004443
Interquartile range (IQR)	1.321719098

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	nan
Kurtosis	2.00011977
Mean	0
Median Absolute Deviation (MAD)	0.6611275089
Skewness	1.054845576
Sum	0
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
-0.4511768842	4	< 0.1%
-0.5868145789	3	< 0.1%
-0.7807803152	3	< 0.1%
-0.5805118256	3	< 0.1%
-0.8247460898	2	< 0.1%
-1.138974701	2	< 0.1%
-1.498278125	2	< 0.1%
0.4055238701	2	< 0.1%
-0.04023100505	2	< 0.1%
-0.4041513711	2	< 0.1%
Other values (8268)	8362	99.7%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-2.03682826	1	< 0.1%
-2.029334052	1	< 0.1%
-2.028392034	1	< 0.1%
-2.002756481	1	< 0.1%
-1.998774685	1	< 0.1%

Value	Count	Frequency (%)
4.921176182	1	< 0.1%
4.909345252	1	< 0.1%
4.908864196	1	< 0.1%
4.90844523	1	< 0.1%
4.907949554	1	< 0.1%

dayofweek
Real number (ℝ_≥0)

ZEROS

Distinct	5
Distinct (%)	0.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	1.991057589
Minimum	0
Maximum	4
Zeros	1679
Zeros (%)	20.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	0
5-th percentile	0
Q1	1
median	2
Q3	3
95-th percentile	4
Maximum	4
Range	4
Interquartile range (IQR)	2

Descriptive statistics

Standard deviation	1.407550477
Coefficient of variation (CV)	0.7069360949
Kurtosis	-1.288909253
Mean	1.991057589
Median Absolute Deviation (MAD)	1
Skewness	0.003281552734
Sum	16699
Variance	1.981198345
Monotocity	Not monotonic

Histogram with fixed size bins (bins=5)

Value	Count	Frequency (%)
3	1701	20.3%
2	1699	20.3%
0	1679	20.0%
1	1678	20.0%
4	1630	19.4%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	1679	20.0%
1	1678	20.0%
2	1699	20.3%
3	1701	20.3%
4	1630	19.4%

Value	Count	Frequency (%)
4	1630	19.4%
3	1701	20.3%
2	1699	20.3%
1	1678	20.0%
0	1679	20.0%

ret_1
Real number (ℝ)

Distinct	4964
Distinct (%)	59.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	-2.382736908e-18
Minimum	-10.44848881
Maximum	11.38526697
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-10.44848881
5-th percentile	-1.480156939
Q1	-0.4821222481
median	0.003997216819
Q3	0.4837992966
95-th percentile	1.463829343
Maximum	11.38526697
Range	21.83375578
Interquartile range (IQR)	0.9659215447

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	-4.197104675e+17
Kurtosis	11.75712668
Mean	-2.382736908e-18
Median Absolute Deviation (MAD)	0.4843338241
Skewness	0.2190139332
Sum	-1.998401444e-14
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.003997216819	895	10.7%
-0.2442043314	8	0.1%
0.1275332422	8	0.1%
-0.1193736828	7	0.1%
-0.2394685769	7	0.1%
0.1260090469	7	0.1%
0.3789547602	6	0.1%
0.2553074793	6	0.1%
0.4910572823	6	0.1%
-0.4827631721	6	0.1%
Other values (4954)	7431	88.6%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-10.44848881	1	< 0.1%
-7.502520548	1	< 0.1%
-7.431516289	1	< 0.1%
-7.151850576	1	< 0.1%
-6.840295017	1	< 0.1%

Value	Count	Frequency (%)
11.38526697	1	< 0.1%
9.997517935	1	< 0.1%
8.488743892	1	< 0.1%
7.730919512	1	< 0.1%
7.007848738	1	< 0.1%

ret_2
Real number (ℝ)

Distinct	4965
Distinct (%)	59.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	2.594535744e-18
Minimum	-10.4483594
Maximum	11.3851828
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-10.4483594
5-th percentile	-1.480115257
Q1	-0.4820903297
median	0.004024379961
Q3	0.4838217663
95-th percentile	1.463842225
Maximum	11.3851828
Range	21.8335422
Interquartile range (IQR)	0.965912096

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	3.854483885e+17
Kurtosis	11.75657864
Mean	2.594535744e-18
Median Absolute Deviation (MAD)	0.4843290863
Skewness	0.2190782178
Sum	2.176037128e-14
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.004024379961	895	10.7%
0.1275591969	8	0.1%
-0.2441747404	8	0.1%
-0.2394390322	7	0.1%
0.1260350165	7	0.1%
-0.1193453129	7	0.1%
-0.2418168157	6	0.1%
0.3742984354	6	0.1%
0.1289188042	6	0.1%
0.1264666452	6	0.1%
Other values (4955)	7431	88.6%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-10.4483594	1	< 0.1%
-7.502419955	1	< 0.1%
-7.431416391	1	< 0.1%
-7.151753414	1	< 0.1%
-6.840200903	1	< 0.1%

Value	Count	Frequency (%)
11.3851828	1	< 0.1%
9.997447341	1	< 0.1%
8.488688057	1	< 0.1%
7.73087109	1	< 0.1%
7.007807389	1	< 0.1%

ret_3
Real number (ℝ)

Distinct	4966
Distinct (%)	59.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	5.400870324e-18
Minimum	-10.44826255
Maximum	11.38513541
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-10.44826255
5-th percentile	-1.480077654
Q1	-0.4820593199
median	0.004052178474
Q3	0.4838463952
95-th percentile	1.46386038
Maximum	11.38513541
Range	21.83339796
Interquartile range (IQR)	0.965905715

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	1.851663827e+17
Kurtosis	11.75621493
Mean	5.400870324e-18
Median Absolute Deviation (MAD)	0.4843258867
Skewness	0.2191522807
Sum	4.52970994e-14
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.004052178474	895	10.7%
-0.2441453022	8	0.1%
0.1275861793	8	0.1%
-0.1193166994	7	0.1%
0.126062009	7	0.1%
-0.2394096253	7	0.1%
0.2539520967	6	0.1%
-0.4827002333	6	0.1%
-0.3727360499	6	0.1%
0.1277075507	6	0.1%
Other values (4956)	7431	88.6%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-10.44826255	1	< 0.1%
-7.502342568	1	< 0.1%
-7.431339473	1	< 0.1%
-7.151678343	1	< 0.1%
-6.84012789	1	< 0.1%

Value	Count	Frequency (%)
11.38513541	1	< 0.1%
9.997409121	1	< 0.1%
8.488659805	1	< 0.1%
7.730847844	1	< 0.1%
7.00778892	1	< 0.1%

ret_4
Real number (ℝ)

Distinct	4966
Distinct (%)	59.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	3.071083125e-18
Minimum	-10.44828459
Maximum	11.38528244
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-10.44828459
5-th percentile	-1.480030253
Q1	-0.4820041899
median	0.004111072677
Q3	0.4839090047
95-th percentile	1.463930578
Maximum	11.38528244
Range	21.83356703
Interquartile range (IQR)	0.9659131946

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	3.256374317e+17
Kurtosis	11.75672124
Mean	3.071083125e-18
Median Absolute Deviation (MAD)	0.4843296371
Skewness	0.2193273495
Sum	2.575717417e-14
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.004111072677	895	10.7%
0.1276460301	8	0.1%
-0.2440883299	8	0.1%
-0.2393526164	7	0.1%
0.126121848	7	0.1%
-0.1192587605	7	0.1%
-0.1201557138	6	0.1%
-0.4826451083	6	0.1%
0.1275469025	6	0.1%
0.1275028969	6	0.1%
Other values (4956)	7431	88.6%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-10.44828459	1	< 0.1%
-7.5023418	1	< 0.1%
-7.431338155	1	< 0.1%
-7.15167486	1	< 0.1%
-6.840121994	1	< 0.1%

Value	Count	Frequency (%)
11.38528244	1	< 0.1%
9.9975454	1	< 0.1%
8.4887844	1	< 0.1%
7.730966571	1	< 0.1%
7.007902048	1	< 0.1%

ret_5
Real number (ℝ)

Distinct	4966
Distinct (%)	59.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	-1.031857455e-17
Minimum	-10.44817423
Maximum	11.38531357
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-10.44817423
5-th percentile	-1.479952433
Q1	-0.4819299915
median	0.004183507184
Q3	0.4839796982
95-th percentile	1.463997716
Maximum	11.38531357
Range	21.83348781
Interquartile range (IQR)	0.9659096897

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	-9.691838891e+16
Kurtosis	11.75657204
Mean	-1.031857455e-17
Median Absolute Deviation (MAD)	0.4843278797
Skewness	0.2195351144
Sum	-8.654188477e-14
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.004183507184	895	10.7%
0.1277180163	8	0.1%
-0.2440149948	8	0.1%
-0.1191858783	7	0.1%
0.1261938398	7	0.1%
-0.2392792984	7	0.1%
0.2475393244	6	0.1%
0.1278393882	6	0.1%
0.1290888883	6	0.1%
0.1276188892	6	0.1%
Other values (4956)	7431	88.6%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-10.44817423	1	< 0.1%
-7.502242128	1	< 0.1%
-7.431238741	1	< 0.1%
-7.15157646	1	< 0.1%
-6.840024725	1	< 0.1%

Value	Count	Frequency (%)
11.38531357	1	< 0.1%
9.997581572	1	< 0.1%
8.488826047	1	< 0.1%
7.731010968	1	< 0.1%
7.007949069	1	< 0.1%

ret_6
Real number (ℝ)

Distinct	4967
Distinct (%)	59.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	-2.202707897e-17
Minimum	-10.44813518
Maximum	11.38518179
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-10.44813518
5-th percentile	-1.479983555
Q1	-0.4819689222
median	0.004140772942
Q3	0.4839332099
95-th percentile	1.46394356
Maximum	11.38518179
Range	21.83331697
Interquartile range (IQR)	0.9659021322

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	-4.540137269e+16
Kurtosis	11.75607473
Mean	-2.202707897e-17
Median Absolute Deviation (MAD)	0.4843240902
Skewness	0.2194075061
Sum	-1.847411113e-13
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.004140772942	894	10.7%
-0.2440557871	8	0.1%
0.1276743155	8	0.1%
-0.1192276473	7	0.1%
-0.2393201278	7	0.1%
0.1261501509	7	0.1%
-0.4826098333	6	0.1%
0.127531184	6	0.1%
0.2554459847	6	0.1%
-0.2443676478	6	0.1%
Other values (4957)	7432	88.6%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-10.44813518	1	< 0.1%
-7.50222613	1	< 0.1%
-7.431223298	1	< 0.1%
-7.151563206	1	< 0.1%
-6.840013908	1	< 0.1%

Value	Count	Frequency (%)
11.38518179	1	< 0.1%
9.997460647	1	< 0.1%
8.488716927	1	< 0.1%
7.730907777	1	< 0.1%
7.007851535	1	< 0.1%

ret_7
Real number (ℝ)

Distinct	4966
Distinct (%)	59.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	3.706479634e-18
Minimum	-10.4481397
Maximum	11.38518402
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-10.4481397
5-th percentile	-1.479985299
Q1	-0.4819703585
median	0.004139486865
Q3	0.4839320721
95-th percentile	1.463942725
Maximum	11.38518402
Range	21.83332372
Interquartile range (IQR)	0.9659024305

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	2.69813872e+17
Kurtosis	11.75609176
Mean	3.706479634e-18
Median Absolute Deviation (MAD)	0.4843242398
Skewness	0.2194040691
Sum	3.108624469e-14
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.004139486865	894	10.7%
0.1276730676	8	0.1%
-0.2440571498	8	0.1%
0.1261489025	7	0.1%
-0.239321489	7	0.1%
-0.1192289715	7	0.1%
-0.4826112698	6	0.1%
0.1290439293	6	0.1%
-0.1207086365	6	0.1%
0.2474934752	6	0.1%
Other values (4956)	7432	88.6%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-10.4481397	1	< 0.1%
-7.502229735	1	< 0.1%
-7.431226881	1	< 0.1%
-7.151566702	1	< 0.1%
-6.840017309	1	< 0.1%

Value	Count	Frequency (%)
11.38518402	1	< 0.1%
9.997462448	1	< 0.1%
8.488718262	1	< 0.1%
7.730908878	1	< 0.1%
7.007852412	1	< 0.1%

ma_20
Real number (ℝ)

HIGH CORRELATION

Distinct	7849
Distinct (%)	93.6%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	-4.744293931e-16
Minimum	-2.085143118
Maximum	3.020986675
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-2.085143118
5-th percentile	-1.430611972
Q1	-0.7493800271
median	-0.09198498117
Q3	0.6724446817
95-th percentile	1.847569063
Maximum	3.020986675
Range	5.106129794
Interquartile range (IQR)	1.421824709

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	-2.107920875e+15
Kurtosis	0.02883664014
Mean	-4.744293931e-16
Median Absolute Deviation (MAD)	0.728124678
Skewness	0.4841807455
Sum	-3.97903932e-12
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.504805329	4	< 0.1%
-0.9748759296	4	< 0.1%
-0.6103796665	4	< 0.1%
-0.2962186016	4	< 0.1%
0.8369019243	4	< 0.1%
-1.225105507	4	< 0.1%
-0.9132587042	4	< 0.1%
-0.2991114291	3	< 0.1%
-0.06276742357	3	< 0.1%
0.2982574466	3	< 0.1%
Other values (7839)	8350	99.6%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-2.085143118	1	< 0.1%
-2.082250291	1	< 0.1%
-2.081382443	1	< 0.1%
-2.079646746	1	< 0.1%
-2.07791105	1	< 0.1%

Value	Count	Frequency (%)
3.020986675	1	< 0.1%
3.020118827	1	< 0.1%
3.015490303	1	< 0.1%
3.01404389	1	< 0.1%
3.01201891	1	< 0.1%

20dSTD
Real number (ℝ)

Distinct	8213
Distinct (%)	97.9%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	5.591489276e-17
Minimum	-1.425641782
Maximum	5.672104837
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-1.425641782
5-th percentile	-1.088206438
Q1	-0.7204949506
median	-0.2937861157
Q3	0.4539405692
95-th percentile	2.045679207
Maximum	5.672104837
Range	7.097746619
Interquartile range (IQR)	1.17443552

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	1.788538924e+16
Kurtosis	2.52935343
Mean	5.591489276e-17
Median Absolute Deviation (MAD)	0.5341059506
Skewness	1.457634365
Sum	4.689582056e-13
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
-0.3908690579	4	< 0.1%
-1.128514578	3	< 0.1%
-0.3982972384	3	< 0.1%
0.5798622063	3	< 0.1%
-0.2138975718	3	< 0.1%
-0.9190354934	3	< 0.1%
-1.280645606	3	< 0.1%
-0.5671712081	2	< 0.1%
0.04533670149	2	< 0.1%
-0.3975793647	2	< 0.1%
Other values (8203)	8359	99.7%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-1.425641782	1	< 0.1%
-1.381772868	1	< 0.1%
-1.378124213	1	< 0.1%
-1.377159215	1	< 0.1%
-1.375239057	1	< 0.1%

Value	Count	Frequency (%)
5.672104837	1	< 0.1%
5.628862712	1	< 0.1%
5.479899577	1	< 0.1%
5.359923338	1	< 0.1%
5.233684757	1	< 0.1%

Upper
Real number (ℝ)

HIGH CORRELATION

Distinct	8206
Distinct (%)	97.8%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	-1.658469607e-14
Minimum	-2.103092568
Maximum	3.025054212
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-2.103092568
5-th percentile	-1.454204544
Q1	-0.7574016397
median	-0.09032291471
Q3	0.6727838392
95-th percentile	1.815531149
Maximum	3.025054212
Range	5.128146781
Interquartile range (IQR)	1.430185479

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	-6.030014762e+13
Kurtosis	-0.02420993893
Mean	-1.658469607e-14
Median Absolute Deviation (MAD)	0.7211270754
Skewness	0.4943541952
Sum	-1.39095846e-10
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
-0.3220537188	4	< 0.1%
-0.325227384	3	< 0.1%
0.7369339711	3	< 0.1%
-0.1711567045	3	< 0.1%
-0.628288695	3	< 0.1%
-1.037354619	3	< 0.1%
-0.7983000522	3	< 0.1%
-0.2865650327	3	< 0.1%
-0.6660205986	3	< 0.1%
-1.431172014	2	< 0.1%
Other values (8196)	8357	99.6%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-2.103092568	1	< 0.1%
-2.102611348	1	< 0.1%
-2.094871338	1	< 0.1%
-2.088518869	1	< 0.1%
-2.087715633	1	< 0.1%

Value	Count	Frequency (%)
3.025054212	1	< 0.1%
3.023674518	1	< 0.1%
3.017579699	1	< 0.1%
3.017210152	1	< 0.1%
3.011796582	1	< 0.1%

Lower
Real number (ℝ)

HIGH CORRELATION

Distinct	8206
Distinct (%)	97.8%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	3.260007687e-15
Minimum	-2.159123333
Maximum	3.130761486
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-2.159123333
5-th percentile	-1.459010764
Q1	-0.7494610648
median	-0.08663655763
Q3	0.6738320152
95-th percentile	1.841829281
Maximum	3.130761486
Range	5.289884819
Interquartile range (IQR)	1.42329308

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	3.067660317e+14
Kurtosis	0.08359617892
Mean	3.260007687e-15
Median Absolute Deviation (MAD)	0.7212996868
Skewness	0.4706065778
Sum	2.734168447e-11
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
-0.2669737921	4	< 0.1%
-0.9211295212	3	< 0.1%
-0.26165451	3	< 0.1%
0.6675101118	3	< 0.1%
-0.6527784955	3	< 0.1%
0.05122415819	3	< 0.1%
-0.463778693	3	< 0.1%
-0.2689609818	3	< 0.1%
-0.4944853754	3	< 0.1%
1.992292499	2	< 0.1%
Other values (8196)	8357	99.6%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-2.159123333	1	< 0.1%
-2.158047053	1	< 0.1%
-2.150601804	1	< 0.1%
-2.150189946	1	< 0.1%
-2.138332132	1	< 0.1%

Value	Count	Frequency (%)
3.130761486	1	< 0.1%
3.1257549	1	< 0.1%
3.103569185	1	< 0.1%
3.099418597	1	< 0.1%
3.09486262	1	< 0.1%

dist_to_Upper
Real number (ℝ)

Distinct	8367
Distinct (%)	99.8%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	1.482591854e-16
Minimum	-2.755293625
Maximum	6.538089752
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-2.755293625
5-th percentile	-1.073267993
Q1	-0.6506862493
median	-0.2615118036
Q3	0.3525056408
95-th percentile	2.043118492
Maximum	6.538089752
Range	9.293383376
Interquartile range (IQR)	1.00319189

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	6.745346799e+15
Kurtosis	4.406603193
Mean	1.482591854e-16
Median Absolute Deviation (MAD)	0.4620529474
Skewness	1.744119572
Sum	1.243449788e-12
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
-0.7073531844	2	< 0.1%
-0.2506686582	2	< 0.1%
-0.8618147746	2	< 0.1%
-0.9617342829	2	< 0.1%
-0.3277380426	2	< 0.1%
-0.6874098524	2	< 0.1%
-0.1792492169	2	< 0.1%
0.02878741185	2	< 0.1%
-0.6869599923	2	< 0.1%
-0.2117416202	2	< 0.1%
Other values (8357)	8367	99.8%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-2.755293625	1	< 0.1%
-2.488283815	1	< 0.1%
-2.198682305	1	< 0.1%
-2.170215197	1	< 0.1%
-2.098704884	1	< 0.1%

Value	Count	Frequency (%)
6.538089752	1	< 0.1%
6.347580659	1	< 0.1%
6.272290143	1	< 0.1%
6.249154306	1	< 0.1%
6.219110861	1	< 0.1%

dist_to_Lower
Real number (ℝ)

Distinct	8367
Distinct (%)	99.8%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	-7.794197173e-17
Minimum	-4.810868933
Maximum	2.287398253
Zeros	0
Zeros (%)	0.0%
Memory size	65.5 KiB

Quantile statistics

Minimum	-4.810868933
5-th percentile	-2.057856017
Q1	-0.3463234687
median	0.24960335
Q3	0.6521399689
95-th percentile	1.092709062
Maximum	2.287398253
Range	7.098267185
Interquartile range (IQR)	0.9984634376

Descriptive statistics

Standard deviation	1.000059621
Coefficient of variation (CV)	-1.283082272e+16
Kurtosis	3.502284152
Mean	-7.794197173e-17
Median Absolute Deviation (MAD)	0.4613213135
Skewness	-1.656926478
Sum	-6.536993169e-13
Variance	1.000119246
Monotocity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.05817715416	2	< 0.1%
0.8661299503	2	< 0.1%
0.4677395012	2	< 0.1%
0.4058788776	2	< 0.1%
-0.07003906276	2	< 0.1%
0.04818271529	2	< 0.1%
0.4687836435	2	< 0.1%
0.4617912881	2	< 0.1%
0.7618079748	2	< 0.1%
0.5493404498	2	< 0.1%
Other values (8357)	8367	99.8%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
-4.810868933	1	< 0.1%
-4.781902101	1	< 0.1%
-4.766017747	1	< 0.1%
-4.684469359	1	< 0.1%
-4.677802294	1	< 0.1%

Value	Count	Frequency (%)
2.287398253	1	< 0.1%
2.217094324	1	< 0.1%
2.189276643	1	< 0.1%
2.111000679	1	< 0.1%
2.056461261	1	< 0.1%

Pearson's r

The Pearson's correlation coefficient (r) is a measure of linear correlation between two variables. It's value lies between -1 and +1, -1 indicating total negative linear correlation, 0 indicating no linear correlation and 1 indicating total positive linear correlation. Furthermore, r is invariant under separate changes in location and scale of the two variables, implying that for a linear function the angle to the x-axis does not affect r.

To calculate r for two variables X and Y, one divides the covariance of X and Y by the product of their standard deviations.

Spearman's ρ

The Spearman's rank correlation coefficient (ρ) is a measure of monotonic correlation between two variables, and is therefore better in catching nonlinear monotonic correlations than Pearson's r. It's value lies between -1 and +1, -1 indicating total negative monotonic correlation, 0 indicating no monotonic correlation and 1 indicating total positive monotonic correlation.

To calculate ρ for two variables X and Y, one divides the covariance of the rank variables of X and Y by the product of their standard deviations.

Kendall's τ

Similarly to Spearman's rank correlation coefficient, the Kendall rank correlation coefficient (τ) measures ordinal association between two variables. It's value lies between -1 and +1, -1 indicating total negative correlation, 0 indicating no correlation and 1 indicating total positive correlation.

To calculate τ for two variables X and Y, one determines the number of concordant and discordant pairs of observations. τ is given by the number of concordant pairs minus the discordant pairs divided by the total number of pairs.

Phik (φk)

Phik (φk) is a new and practical correlation coefficient that works consistently between categorical, ordinal and interval variables, captures non-linear dependency and reverts to the Pearson correlation coefficient in case of a bivariate normal input distribution. There is extensive documentation available here.

Count
Matrix

First rows

	Date	Open	High	Low	Close	ret	ma_8	sd_8	ma_40	sd_40	dayofweek	ret_1	ret_2	ret_3	ret_4	ret_5	ret_6	ret_7	ma_20	20dSTD	Upper	Lower	dist_to_Upper	dist_to_Lower
0	2018-09-11	1.945619	1.967817	1.980390	1.992650	0.959420	0.099155	-0.638005	-1.004467	1.018777	1	0.481853	-0.473662	-0.354087	-0.115259	-0.353864	0.362278	-0.234557	1.950930	-0.284270	1.875478	2.015570	-0.485591	-0.142794
1	2018-09-11	1.991810	1.990874	2.020938	2.009977	0.362116	0.316579	-0.640377	-0.607448	0.915737	1	0.959297	0.481876	-0.473631	-0.354031	-0.115186	-0.353904	0.362277	1.959898	-0.413323	1.873124	2.036331	-0.622268	-0.121503
2	2018-09-11	2.003358	2.036987	2.020938	2.073509	1.435830	0.707769	-0.294599	0.465791	0.126127	1	0.361988	0.959315	0.481900	-0.473576	-0.353957	-0.115228	-0.353906	1.970890	-0.420246	1.883234	2.048167	-0.990383	-0.491250
3	2018-09-11	2.049548	2.123450	2.084655	2.148592	2.030975	1.576792	0.066326	0.644071	0.242196	1	1.435712	0.362011	0.959336	0.481963	-0.473502	-0.353997	-0.115229	1.985354	-0.263860	1.910756	2.048847	-1.314898	-1.020923
4	2018-09-11	2.147703	2.209913	2.177335	2.189022	0.837493	1.923954	-0.004028	0.643508	0.242007	1	2.030863	1.435725	0.362037	0.959403	0.482034	-0.473541	-0.353998	2.003001	-0.139748	1.938604	2.055678	-1.397171	-1.261103
5	2018-09-11	2.182346	2.158035	2.084655	2.096612	-1.780731	1.404079	0.613108	0.565095	0.299513	1	0.837369	2.030870	1.435744	0.362098	0.959472	0.481987	-0.473542	2.009365	-0.079335	1.949993	2.056733	-0.676532	-0.596019
6	2018-09-11	2.095739	2.060044	2.015145	1.992650	-2.140467	0.796681	1.178338	0.387071	0.429496	1	-1.780878	0.837388	2.030884	1.435814	0.362170	0.959421	0.481986	2.009365	-0.079335	1.949993	2.056733	0.043258	0.143934
7	2018-09-11	1.980262	1.944761	1.905088	1.923342	-1.189368	0.187665	1.331954	0.188135	0.483029	1	-2.140618	-1.780833	0.837410	2.030959	1.435881	0.362124	0.959420	2.004158	-0.024579	1.949626	2.046494	0.520517	0.565914
8	2018-09-11	1.899429	1.898647	1.916673	1.900240	0.004129	-0.160430	1.252830	0.148227	0.481384	1	-1.189510	-2.140570	-1.780794	0.837475	2.031024	1.435827	0.362123	1.998372	0.055967	1.950913	2.033344	0.689598	0.638748
9	2018-09-11	1.893655	1.881355	1.847163	1.871362	-0.473888	-0.465058	1.245261	0.188231	0.470964	1	0.003997	-1.189471	-2.140528	-1.780749	0.837545	2.030965	1.435826	1.990562	0.163417	1.952538	2.015707	0.901076	0.721437

Last rows

	Date	Open	High	Low	Close	ret	ma_8	sd_8	ma_40	sd_40	dayofweek	ret_1	ret_2	ret_3	ret_4	ret_5	ret_6	ret_7	ma_20	20dSTD	Upper	Lower	dist_to_Upper	dist_to_Lower
8377	2020-01-17	-0.825817	-0.839336	-0.875308	-0.883616	-1.241558	-1.302852	-0.206261	-0.638020	-0.902499	4	0.128556	-0.245001	-1.364100	-0.865991	-0.244371	-0.617075	0.874075	-0.713075	-0.196075	-0.711271	-0.709706	1.069750	1.345543
8378	2020-01-17	-0.883555	-0.879685	-0.886893	-0.895168	-0.245233	-1.710712	-0.597793	-0.679584	-0.901838	4	-1.241700	0.128582	-0.244971	-1.364052	-0.865915	-0.244412	-0.617076	-0.723200	0.079559	-0.697449	-0.744838	1.247825	1.183034
8379	2020-01-17	-0.883555	-0.896978	-0.939025	-0.918270	-0.743956	-1.756938	-0.592327	-0.845656	-0.886190	4	-0.245367	-1.241661	0.128609	-0.244914	-1.363974	-0.865951	-0.244414	-0.734771	0.341985	-0.686170	-0.780258	1.487825	1.100745
8380	2020-01-17	-0.918198	-0.925799	-0.921648	-0.929822	-0.245368	-1.757281	-0.592496	-0.866563	-0.885377	4	-0.744094	-0.245337	-1.241625	0.128669	-0.244841	-1.364006	-0.865953	-0.747500	0.558236	-0.679986	-0.812702	1.611693	0.956963
8381	2020-01-17	-0.935519	-0.937327	-0.933233	-0.935597	0.004129	-1.440229	-0.542532	-0.845881	-0.884346	4	-0.245501	-0.744060	-0.245308	-1.241576	0.128741	-0.244882	-1.364008	-0.760517	0.730249	-0.677884	-0.841460	1.666599	0.797748
8382	2020-01-17	-0.941293	-0.937327	-0.915855	-0.929822	0.253715	-0.850744	-0.676281	-0.742229	-0.879819	4	0.003997	-0.245472	-0.744027	-0.245251	-1.241499	0.128697	-0.244883	-0.773535	0.838215	-0.681285	-0.864454	1.602473	0.596465
8383	2020-01-17	-0.929746	-0.937327	-0.915855	-0.912495	0.378441	-0.623609	-0.573147	-0.741904	-0.879707	4	0.253586	0.004024	-0.245442	-0.743974	-0.245177	-1.241532	0.128696	-0.785685	0.880491	-0.689485	-0.880652	1.424312	0.360310
8384	2020-01-17	-0.929746	-0.937327	-0.910063	-0.935597	-0.120642	-0.714460	-0.602172	-0.721331	-0.880773	4	0.378313	0.253611	0.004052	-0.245385	-0.743899	-0.245218	-1.241533	-0.799571	0.906877	-0.700740	-0.897190	1.504383	0.409543
8385	2020-01-17	-0.929746	-0.960384	-0.921648	-0.941373	-0.245413	-0.351479	-0.943580	-0.742236	-0.879685	4	-0.120775	0.378336	0.253637	0.004111	-0.245312	-0.743936	-0.245219	-0.813167	0.918047	-0.713021	-0.912064	1.457210	0.347045
8386	2020-01-17	-0.929746	-0.960384	-0.933233	-0.958700	-0.619725	-0.487939	-0.864917	-0.846223	-0.865782	4	-0.245546	-0.120746	0.378362	0.253698	0.004184	-0.245353	-0.743937	-0.828210	0.894188	-0.729720	-0.925261	1.458657	0.378444

Overview

Variables

Interactions

Correlations

Pearson's r

Spearman's ρ

Kendall's τ

Phik (φk)

Missing values

Sample

First rows

Last rows